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ret_close float64 | ret_high float64 | ret_low float64 | rel_spread float64 | log_vol float64 | log_count float64 | iv_close float64 | iv_change float64 | fee_rate float64 | hour_sin float64 | hour_cos float64 | raw_ret_close float64 | future_ret_50m float64 | target int64 | __index_level_0__ int64 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
-0.737073 | -1.394155 | -0.399121 | 1.596322 | -0.92141 | -1.942037 | -0.584496 | 0 | -0.8 | -0.267949 | -0.517638 | -0.000591 | -0.003355 | 0 | 97,572 |
-0.491624 | 0.447468 | -0.39966 | 0.717744 | -0.075079 | -0.222127 | -0.583638 | 0.000063 | -0.8 | -0.267949 | -0.517638 | -0.000394 | -0.002566 | 0 | 97,573 |
0.245836 | -0.166224 | 0.512039 | 0.717744 | -3.407096 | -1.583663 | -0.583638 | 0 | -0.8 | -0.267949 | -0.517638 | 0.000197 | -0.003752 | 0 | 97,574 |
-0.245836 | -0.473343 | -0.09582 | 0.717744 | -1.690808 | -1.583663 | -0.616277 | -0.002413 | -0.8 | -0.535898 | -0.385986 | -0.000197 | -0.002566 | 0 | 97,575 |
0 | 0.140834 | 0.208079 | 0.717744 | -2.926925 | -1.583663 | -0.616277 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | -0.002961 | 0 | 97,576 |
-0.737799 | -0.473343 | -0.400019 | 1.598923 | 0.389797 | 0.325017 | -0.602534 | 0.001016 | -0.8 | -0.535898 | -0.385986 | -0.000592 | -0.002172 | 0 | 97,577 |
-0.492109 | 0.448376 | -1.009257 | 1.601529 | -0.126457 | 0.093124 | -0.592871 | 0.000714 | -0.8 | -0.535898 | -0.385986 | -0.000395 | -0.001382 | 0 | 97,578 |
1.229908 | 1.063159 | -0.400919 | 0.71948 | 0.153115 | 0.136247 | -0.592871 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000986 | -0.002961 | 0 | 97,579 |
-1.229908 | -2.009845 | -1.312616 | 0.71948 | -2.22866 | -1.583663 | -0.595877 | -0.000222 | -0.8 | -0.535898 | -0.385986 | -0.000986 | -0.001975 | 0 | 97,580 |
0.492109 | 0.14144 | 0.207779 | 0.71948 | -0.101015 | -0.43528 | -0.595877 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000395 | -0.000987 | 0 | 97,581 |
0 | -0.473343 | -0.400559 | 0.71948 | -1.241496 | -1.583663 | -0.595018 | 0.000063 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000987 | 0 | 97,582 |
-0.24603 | -0.473343 | -0.400559 | 0.71948 | -0.526251 | -0.612644 | -0.595018 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000197 | -0.001184 | 0 | 97,583 |
0 | -0.473343 | 0.207839 | 0.71948 | -2.08362 | -1.583663 | -0.598884 | -0.000286 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000197 | 0 | 97,584 |
-0.246079 | -0.780765 | -0.09642 | 0.71948 | -0.44664 | -0.519521 | -0.598884 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000197 | 0.000395 | 1 | 97,585 |
0.492109 | 0.14144 | 0.207779 | 3.360414 | 0.075268 | -0.358374 | -0.598884 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000395 | 0 | 0 | 97,586 |
0 | -0.473343 | -0.0963 | 3.360414 | -1.505374 | -1.132165 | -0.599313 | -0.000032 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000395 | 0 | 97,587 |
-0.492109 | -1.088126 | -0.400559 | 0.71948 | -3.014284 | -1.942037 | -0.599313 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000395 | 0 | 0 | 97,588 |
0 | 0.14144 | -0.09654 | 1.601529 | 0.202454 | 0.290351 | -0.591583 | 0.000571 | -0.8 | -0.535898 | -0.385986 | 0 | -0.000395 | 0 | 97,589 |
0 | -0.473343 | 0.207779 | 1.601529 | -0.590663 | -1.132165 | -0.591583 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0 | 0 | 97,590 |
-0.738527 | -1.395972 | -0.400919 | 3.364759 | -0.766073 | -0.43528 | -0.598025 | -0.000476 | -0.8 | -0.535898 | -0.385986 | -0.000592 | 0.000789 | 1 | 97,591 |
-0.492595 | -1.088733 | -0.40146 | 0.721219 | -2.252779 | -1.583663 | -0.598025 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000395 | 0.000987 | 1 | 97,592 |
-0.739257 | -0.473343 | -0.401821 | 0.722961 | 0.038451 | -0.222127 | -0.575693 | 0.001651 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0.000988 | 1 | 97,593 |
0 | -0.473343 | -1.012265 | 3.369114 | 0.283162 | 0.047788 | -0.575693 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.000988 | 1 | 97,594 |
0.739257 | 0.450197 | -0.402363 | 0.721219 | 0.238503 | -0.358374 | -0.587932 | -0.000905 | -0.8 | -0.535898 | -0.385986 | 0.000593 | 0.000987 | 1 | 97,595 |
-0.739257 | -0.165618 | -1.011362 | 0.722961 | -0.409239 | -0.358374 | -0.587932 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0.00158 | 1 | 97,596 |
0.739257 | 0.450197 | -0.097502 | 1.60414 | -0.325293 | -0.716748 | -0.569465 | 0.001365 | -0.8 | -0.535898 | -0.385986 | 0.000593 | 0.000987 | 1 | 97,597 |
-0.739257 | -1.396884 | -0.401821 | 1.60414 | -1.575427 | -1.942037 | -0.569465 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0.001974 | 1 | 97,598 |
0 | -0.473343 | 0.512039 | 0.722961 | -0.261656 | -0.612644 | -0.56152 | 0.000587 | -0.8 | -0.535898 | -0.385986 | 0 | 0.00158 | 1 | 97,599 |
0 | -0.473343 | 0.512039 | 0.722961 | -1.099534 | -1.942037 | -0.56152 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.00158 | 1 | 97,600 |
-1.23307 | -1.089341 | -1.012265 | 1.606757 | 0.525618 | 0.093124 | -0.56152 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000989 | 0.002568 | 1 | 97,601 |
0.739988 | 1.067108 | 0.512039 | 0.722961 | 0.43471 | 0.216654 | -0.559373 | 0.000159 | -0.8 | -0.535898 | -0.385986 | 0.000593 | 0.00237 | 1 | 97,602 |
0 | -0.473343 | -0.097743 | 3.37173 | -0.124149 | -0.519521 | -0.559373 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001975 | 1 | 97,603 |
0 | -0.473343 | 0.207178 | 0.722961 | -1.700023 | -1.329392 | -0.561091 | -0.000127 | -0.8 | -0.535898 | -0.385986 | 0 | 0.00237 | 1 | 97,604 |
0 | 0.142655 | -0.402725 | 1.606757 | 0.836685 | 0.829298 | -0.561091 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.001383 | 1 | 97,605 |
-0.739988 | -0.473343 | -0.402725 | 1.606757 | 0.283443 | 0 | -0.584926 | -0.001762 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0.003555 | 1 | 97,606 |
0.739988 | 1.067108 | -0.403268 | 0.722961 | 0.291244 | 0.451498 | -0.547563 | 0.002762 | -0.8 | -0.535898 | -0.385986 | 0.000593 | 0.003355 | 1 | 97,607 |
-0.739988 | -0.473343 | -1.318031 | 1.606757 | 0.426706 | 0.047788 | -0.54606 | 0.000111 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0.00454 | 1 | 97,608 |
1.23307 | 1.067108 | 1.121941 | 3.369114 | 0.326901 | 0.047788 | -0.54606 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000989 | 0.004929 | 1 | 97,609 |
0 | 0.450197 | -0.402363 | 1.60414 | 0.404941 | 0.25427 | -0.576122 | -0.002222 | -0.8 | -0.535898 | -0.385986 | 0 | 0.004929 | 1 | 97,610 |
0 | 1.065587 | 0.512039 | 3.369114 | 0.214621 | 0.047788 | -0.576122 | 0 | -0.8 | -0.535898 | -0.385986 | 0 | 0.004535 | 1 | 97,611 |
-0.493082 | -0.473343 | -0.402363 | 3.37173 | -0.247161 | -0.05052 | -0.55379 | 0.001651 | -0.8 | -0.535898 | -0.385986 | -0.000395 | 0.005521 | 1 | 97,612 |
-0.739988 | -0.473343 | -1.318031 | 3.373476 | 0.303561 | 0.093124 | -0.55379 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0.00454 | 1 | 97,613 |
0.739988 | 0.451111 | -0.403268 | 1.606757 | -0.087358 | -0.43528 | -0.547778 | 0.000444 | -0.8 | -0.535898 | -0.385986 | 0.000593 | 0.005324 | 1 | 97,614 |
-0.739988 | 0.142655 | -0.402725 | 1.606757 | 0.29235 | 0.25427 | -0.547778 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0.0069 | 1 | 97,615 |
-1.23429 | -0.473343 | -1.013774 | 1.609379 | 0.604734 | 0.290351 | -0.547778 | 0 | -0.8 | -0.535898 | -0.385986 | -0.00099 | 0.007497 | 1 | 97,616 |
1.974278 | 1.993087 | 0.512039 | 3.37173 | 0.726814 | 0.480479 | -0.572042 | -0.001794 | -0.8 | -0.535898 | -0.385986 | 0.001583 | 0.005914 | 1 | 97,617 |
-0.739988 | 0.142655 | -0.402725 | 3.37173 | -0.291807 | -0.358374 | -0.572042 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0.005917 | 1 | 97,618 |
0.739988 | 0.451111 | 0.512039 | 1.606757 | -1.38688 | -0.971018 | -0.572042 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000593 | 0.005914 | 1 | 97,619 |
-0.739988 | -1.397797 | -1.318031 | 0.724708 | -0.187452 | -0.519521 | -0.5933 | -0.001572 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0.005917 | 1 | 97,620 |
-0.493569 | -0.473343 | -0.403268 | 0.724708 | -0.978252 | -0.43528 | -0.573975 | 0.001429 | -0.8 | -0.535898 | -0.385986 | -0.000396 | 0.006313 | 1 | 97,621 |
1.233557 | 1.067718 | 0.206876 | 0.722961 | 0.163263 | 0.047788 | -0.573975 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000989 | 0.005324 | 1 | 97,622 |
0.493082 | 0.142655 | -0.402725 | 0.722961 | -0.165969 | 0.390518 | -0.606184 | -0.002381 | -0.8 | -0.535898 | -0.385986 | 0.000395 | 0.004929 | 1 | 97,623 |
-1.23307 | -1.089341 | -1.622409 | 1.606757 | 0.6195 | 0.325017 | -0.596736 | 0.000698 | -0.8 | -0.535898 | -0.385986 | -0.000989 | 0.006114 | 1 | 97,624 |
1.23307 | 1.067108 | 1.121941 | 1.60414 | 0.122278 | -0.222127 | -0.607258 | -0.000778 | -0.8 | -0.535898 | -0.385986 | 0.000989 | 0.004535 | 1 | 97,625 |
-0.493082 | -1.089341 | -0.402363 | 0.722961 | -2.08362 | -1.583663 | -0.604037 | 0.000238 | -0.8 | -0.535898 | -0.385986 | -0.000395 | 0.00493 | 1 | 97,626 |
0.246565 | 0.142655 | 0.207178 | 0.722961 | -0.965401 | -0.612644 | -0.604037 | 0 | -0.8 | -0.535898 | -0.385986 | 0.000198 | 0.004142 | 1 | 97,627 |
0.492984 | 0.758166 | 0.816779 | 1.60414 | 0.483465 | -0.358374 | -0.590724 | 0.000984 | -0.8 | -0.535898 | -0.385986 | 0.000395 | 0.004534 | 1 | 97,628 |
-0.739549 | 0.14229 | -0.707043 | 0.722961 | 1.549558 | 0.937661 | -0.590724 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000593 | 0.005324 | 1 | 97,629 |
0 | 0.142655 | -0.402725 | 0.722961 | -0.462111 | -0.05052 | -0.554434 | 0.002683 | -0.8 | -0.535898 | -0.385986 | 0 | 0.005914 | 1 | 97,630 |
1.724933 | 1.681585 | 1.121579 | 1.601529 | 1.102961 | 0.809872 | -0.554434 | 0 | -0.8 | -0.535898 | -0.385986 | 0.001383 | 0.004531 | 1 | 97,631 |
0 | 0.141804 | 0.512039 | 1.601529 | 0.852835 | 0.325017 | -0.569036 | -0.001079 | -0.8 | -0.535898 | -0.385986 | 0 | 0.004924 | 1 | 97,632 |
-0.492595 | 0.449286 | -0.40146 | 0.721219 | 0.751542 | 0.216654 | -0.569036 | 0 | -0.8 | -0.535898 | -0.385986 | -0.000395 | 0.004336 | 1 | 97,633 |
1.231122 | 1.064676 | 0.207479 | 0.71948 | 0.531986 | 0.636861 | -0.564527 | 0.000333 | -0.8 | -0.535898 | -0.385986 | 0.000987 | 0.003349 | 1 | 97,634 |
0.492109 | 1.063159 | -1.314418 | 0.71948 | 0.443451 | 0.480479 | -0.564527 | 0 | -0.8 | -0.785587 | -0 | 0.000395 | 0.002561 | 1 | 97,635 |
0 | 0.448376 | -1.009257 | 0.71948 | -0.131686 | 0.047788 | -0.571183 | -0.000492 | -0.8 | -0.785587 | -0 | 0 | 0.003544 | 1 | 97,636 |
-0.492109 | -1.088126 | -0.400559 | 1.601529 | -0.258727 | -0.834771 | -0.571183 | 0 | -0.8 | -0.785587 | -0 | -0.000395 | 0.003349 | 1 | 97,637 |
0 | -0.473343 | 0.207779 | 0.71948 | -1.068216 | -1.132165 | -0.571183 | 0 | -0.8 | -0.785587 | -0 | 0 | 0.003939 | 1 | 97,638 |
-0.492303 | -0.473343 | -0.400919 | 1.601529 | -1.021451 | -0.716748 | -0.568821 | 0.000175 | -0.8 | -0.785587 | -0 | -0.000395 | 0.00394 | 1 | 97,639 |
0.492303 | 0.141682 | 0.512039 | 0.71948 | -0.660371 | -0.716748 | -0.568821 | 0 | -0.8 | -0.785587 | -0 | 0.000395 | 0.003545 | 1 | 97,640 |
0.246079 | -0.165921 | 0.512039 | 3.36302 | -1.911521 | -1.942037 | -0.568821 | 0 | -0.8 | -0.785587 | -0 | 0.000197 | 0.003741 | 1 | 97,641 |
-0.246079 | -0.780765 | -1.618617 | 1.601529 | -0.433565 | -0.519521 | -0.568821 | 0 | -1 | -0.785587 | -0 | -0.000197 | 0.004332 | 1 | 97,642 |
-0.738527 | -0.473343 | -0.400919 | 3.364759 | -0.896117 | -1.329392 | -0.572686 | -0.000286 | -1 | -0.785587 | -0 | -0.000592 | 0.00512 | 1 | 97,643 |
0 | -0.473343 | -0.40146 | 0.721219 | -0.994068 | -0.716748 | -0.569465 | 0.000238 | -1 | -0.785587 | -0 | 0 | 0.004924 | 1 | 97,644 |
0.738527 | 0.449286 | -1.01076 | 3.364759 | -0.141102 | -0.161147 | -0.569465 | 0 | -1 | -0.785587 | -0 | 0.000592 | 0.003939 | 1 | 97,645 |
0 | -0.473343 | -1.314418 | 3.364759 | -0.390504 | -0.834771 | -0.570754 | -0.000095 | -1 | -0.785587 | -0 | 0 | 0.004332 | 1 | 97,646 |
0 | -0.473343 | -0.400919 | 0.71948 | -0.035804 | -0.43528 | -0.570754 | 0 | -1 | -0.785587 | -0 | 0 | 0.004135 | 1 | 97,647 |
0.492109 | 0.14144 | 1.120377 | 3.360414 | -0.692414 | -0.834771 | -0.580417 | -0.000714 | -1 | -0.785587 | -0 | 0.000395 | 0.003741 | 1 | 97,648 |
-0.492109 | -1.088126 | -1.009257 | 1.601529 | 0.471714 | -0.222127 | -0.580417 | 0 | -1 | -0.785587 | -0 | -0.000395 | 0.003545 | 1 | 97,649 |
0 | -0.473343 | -0.400919 | 0.71948 | -0.775082 | -0.612644 | -0.584711 | -0.000317 | -1 | -0.785587 | -0 | 0 | 0.003152 | 1 | 97,650 |
0 | 0.14144 | 0.207779 | 0.71948 | -2.205525 | -1.583663 | -0.584711 | 0 | -1 | -0.785587 | -0 | 0 | 0.003152 | 1 | 97,651 |
0.492109 | 0.14144 | 0.512039 | 1.598923 | -0.560023 | -0.971018 | -0.584711 | 0 | -1 | -0.785587 | -0 | 0.000395 | 0.00197 | 1 | 97,652 |
-0.492109 | 0.448376 | -0.400559 | 0.71948 | 0.602182 | 0.25427 | -0.58149 | 0.000238 | -1 | -0.785587 | -0 | -0.000395 | 0.002168 | 1 | 97,653 |
0.492109 | 0.14144 | 0.207779 | 3.36302 | -1.10601 | -1.329392 | -0.58149 | 0 | -1 | -0.785587 | -0 | 0.000395 | 0.001774 | 1 | 97,654 |
-1.230636 | -2.010755 | -1.009257 | 1.601529 | -1.925177 | -1.583663 | -0.583208 | -0.000127 | -1 | -0.785587 | -0 | -0.000987 | 0.003154 | 1 | 97,655 |
1.968436 | 1.985788 | 1.120737 | 3.358678 | 0.627506 | -0.161147 | -0.58557 | -0.000175 | -1 | -0.785587 | -0 | 0.001578 | 0.001379 | 1 | 97,656 |
0.491624 | 0.140834 | 0.208079 | 0.717744 | -0.291033 | -0.519521 | -0.58557 | 0 | -1 | -0.785587 | -0 | 0.000394 | 0.001182 | 1 | 97,657 |
0.737073 | 0.754285 | -0.39966 | 0.716011 | 0.365081 | 0.421534 | -0.58557 | 0 | -1 | -0.785587 | -0 | 0.000591 | 0 | 0 | 97,658 |
1.718144 | 1.673103 | 1.119179 | 0.714282 | -0.787942 | -0.43528 | -0.595448 | -0.00073 | -1 | -0.785587 | -0 | 0.001378 | -0.000393 | 0 | 97,659 |
0 | -0.473343 | -0.397866 | 3.347429 | -0.330242 | -0.358374 | -0.595448 | 0 | -1 | -0.785587 | -0 | 0 | -0.000393 | 0 | 97,660 |
-0.490657 | -1.086312 | -1.004768 | 0.714282 | -0.035311 | -0.104104 | -0.583423 | 0.000889 | -1 | -0.785587 | -0 | -0.000393 | 0 | 0 | 97,661 |
0.735913 | 0.752353 | 0.208677 | 3.347429 | -0.091693 | -0.287628 | -0.588576 | -0.000381 | -1 | -0.785587 | -0 | 0.00059 | -0.000984 | 0 | 97,662 |
-1.9634 | 0.139264 | -2.21875 | 1.591135 | 0.144935 | -1.583663 | -0.588576 | 0 | -1 | -0.785587 | -0 | -0.001574 | 0.000394 | 1 | 97,663 |
1.718144 | 2.592105 | 2.635985 | 1.591135 | 0.556075 | 0.705768 | -0.588576 | 0 | -1 | -0.785587 | -0 | 0.001378 | 0 | 0 | 97,664 |
1.225798 | 1.976123 | 0.512039 | 1.588549 | 0.919892 | 0.809872 | -0.588576 | 0 | -1 | -0.785587 | -0 | 0.000983 | -0.001179 | 0 | 97,665 |
-0.490175 | 0.138783 | -0.396972 | 3.343117 | -0.402611 | -0.716748 | -0.592656 | -0.000302 | -1 | -0.785587 | -0 | -0.000393 | -0.001967 | 0 | 97,666 |
0 | -0.473343 | 0.208975 | 3.345703 | -0.878406 | -1.132165 | -0.587717 | 0.000365 | -1 | -0.785587 | -0 | 0 | -0.002755 | 0 | 97,667 |
-0.735624 | -1.392344 | -0.397329 | 1.591135 | -2.784503 | -1.942037 | -0.587717 | 0 | -1 | -0.785587 | -0 | -0.00059 | -0.002166 | 0 | 97,668 |
0.735624 | 1.058025 | 1.118343 | 3.345703 | -0.947885 | -0.834771 | -0.599528 | -0.000873 | -1 | -0.785587 | -0 | 0.00059 | -0.003544 | 0 | 97,669 |
-0.735624 | -1.392344 | -0.397329 | 0.712557 | -2.926925 | -1.942037 | -0.599528 | 0 | -1 | -0.785587 | -0 | -0.00059 | -0.001969 | 0 | 97,670 |
0 | 0.445658 | 0.512039 | 0.712557 | -0.614782 | -1.132165 | -0.574834 | 0.001826 | -1 | -0.785587 | -0 | 0 | -0.002166 | 0 | 97,671 |
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